+407.5%
SIMO vs CHD
+180.1%
+227.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.7% |
| 7D | -16.0% | +2.4% | -18.4% | -15.9% |
| 30D | -35.8% | +13.9% | -49.7% | -35.4% |
| 3M | -26.5% | +8.5% | -35.0% | -26.1% |
| 6M | -33.0% | +20.4% | -53.4% | -32.8% |
| YTD | +84.3% | +34.5% | +49.8% | +83.4% |
| 1Y | +82.0% | +33.8% | +48.2% | +81.1% |
| 3Y | +218.5% | +29.1% | +189.4% | +213.3% |
| 5Y | +175.0% | +31.2% | +143.8% | +167.3% |
| 10Y | +407.5% | +193.1% | +214.4% | +291.6% |
| All | +407.5% | +180.1% | +227.4% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling